+14.1%
XLRE vs LH
+44.2%
-30.1%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.9% | -0.6% | +2.5% |
| 7D | +7.1% | +2.1% | +5.0% | +6.6% |
| 30D | +10.9% | +19.2% | -8.2% | +6.9% |
| 3M | +0.7% | +18.0% | -17.3% | -2.8% |
| 6M | +4.1% | +46.1% | -42.0% | -4.9% |
| YTD | +14.5% | +47.7% | -33.2% | +2.9% |
| 1Y | +14.1% | +47.2% | -33.1% | +2.4% |
| All | +14.1% | +44.2% | -30.1% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling